Allison, it all depends on what you're comfortable with, but the law is completely on your side in this. You can tell him again, saying you'll report any further incidents to your boss, see if that works. If confronting him again isn't something you want to do, go to your boss and let them know, they can give you a rundown of options, but they HAVE to do something otherwise they're on the hook legally.
In the meantime, document, document, document. If you still have the texts, keep them and show them to somebody. If you've deleted them, reconstruct them from memory right now as best you can, plus any verbal harassment you may have experienced. If you've told any friends or shown them the texts, get them to write down what they saw. The more the better here, even if it isn't direct evidence, it counts.
There's no reason you should have to feel uncomfortable at work just because some idiot can't respect boundaries, and there should be a system in place there to make sure it doesn't stay that way. Good luck.
Edit: and yes, harassment laws do cover behavior outside of work itself.